Bread Financial (Brazil) Market Value
| A1LL34 Stock | BRL 67.41 0.49 0.72% |
| Symbol | Bread |
Bread Financial 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Bread Financial's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Bread Financial.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Bread Financial on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Bread Financial Holdings or generate 0.0% return on investment in Bread Financial over 90 days. Bread Financial is related to or competes with Livetech, Lumen Technologies,, Electronic Arts, Take Two, STMicroelectronics, and Automatic Data. Alliance Data Systems Corporation provides data-driven marketing, loyalty, and payment solutions in the United States, C... More
Bread Financial Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Bread Financial's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Bread Financial Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 19.56 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 3.28 |
Bread Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bread Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bread Financial's standard deviation. In reality, there are many statistical measures that can use Bread Financial historical prices to predict the future Bread Financial's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.44) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | 4.54 |
Bread Financial Holdings Backtested Returns
Bread Financial Holdings secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the company had a -0.19 % return per unit of standard deviation over the last 3 months. Bread Financial Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bread Financial's risk adjusted performance of (0.13), and Mean Deviation of 1.82 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0956, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bread Financial are expected to decrease at a much lower rate. During the bear market, Bread Financial is likely to outperform the market. At this point, Bread Financial Holdings has a negative expected return of -0.56%. Please make sure to confirm Bread Financial's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Bread Financial Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Bread Financial Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bread Financial time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bread Financial Holdings price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Bread Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 62.91 |
Bread Financial Holdings lagged returns against current returns
Autocorrelation, which is Bread Financial stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Bread Financial's stock expected returns. We can calculate the autocorrelation of Bread Financial returns to help us make a trade decision. For example, suppose you find that Bread Financial has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Bread Financial regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Bread Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bread Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bread Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Bread Financial Lagged Returns
When evaluating Bread Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bread Financial stock have on its future price. Bread Financial autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Bread Financial autocorrelation shows the relationship between Bread Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Bread Financial Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Bread Stock
When determining whether Bread Financial Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Bread Financial's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Bread Financial Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Bread Financial Holdings Stock:Check out Bread Financial Correlation, Bread Financial Volatility and Bread Financial Alpha and Beta module to complement your research on Bread Financial. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Bread Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.